{
 "cells": [
  {
   "cell_type": "markdown",
   "id": "06d212c0",
   "metadata": {},
   "source": [
    "# Index"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "8bdc7267",
   "metadata": {},
   "source": [
    "- **CSA** - \n",
    "      [02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/16_change_discount_curve.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/16_change_discount_curve.ipynb) cell 3\n",
    "      [02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/20_fix_float_legs_price.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/20_fix_float_legs_price.ipynb) cell 3\n",
    "- **Carry** - \n",
    "        [02_pricing_and_risk/01_scenarios_and_contexts/examples/01_rollfwd_shock/03_rollfwd-showing-lifecycling-effects-on-swaps-and-swaptions.ipynb](02_pricing_and_risk/01_scenarios_and_contexts/examples/01_rollfwd_shock/03_rollfwd-showing-lifecycling-effects-on-swaps-and-swaptions.ipynb) cell 3\n",
    "        [02_pricing_and_risk/01_scenarios_and_contexts/examples/01_rollfwd_shock/05_rollfwd_swap_fwd_rates.ipynb](02_pricing_and_risk/01_scenarios_and_contexts/examples/01_rollfwd_shock/05_rollfwd_swap_fwd_rates.ipynb) cell 3\n",
    "- **Context - Nested Contexts** - \n",
    "                            [02_pricing_and_risk/01_scenarios_and_contexts/examples/01_rollfwd_shock/03_rollfwd-showing-lifecycling-effects-on-swaps-and-swaptions.ipynb](02_pricing_and_risk/01_scenarios_and_contexts/examples/01_rollfwd_shock/03_rollfwd-showing-lifecycling-effects-on-swaps-and-swaptions.ipynb) cell 4\n",
    "- **Context - RollFwd** - \n",
    "                    [02_pricing_and_risk/01_scenarios_and_contexts/examples/01_rollfwd_shock/02_basic_use_of_rollfwd_scenario.ipynb](02_pricing_and_risk/01_scenarios_and_contexts/examples/01_rollfwd_shock/02_basic_use_of_rollfwd_scenario.ipynb) cell 2\n",
    "                    [02_pricing_and_risk/01_scenarios_and_contexts/examples/01_rollfwd_shock/02_basic_use_of_rollfwd_scenario.ipynb](02_pricing_and_risk/01_scenarios_and_contexts/examples/01_rollfwd_shock/02_basic_use_of_rollfwd_scenario.ipynb) cell 3\n",
    "                    [02_pricing_and_risk/01_scenarios_and_contexts/examples/01_rollfwd_shock/03_rollfwd-showing-lifecycling-effects-on-swaps-and-swaptions.ipynb](02_pricing_and_risk/01_scenarios_and_contexts/examples/01_rollfwd_shock/03_rollfwd-showing-lifecycling-effects-on-swaps-and-swaptions.ipynb) cell 2\n",
    "                    [02_pricing_and_risk/01_scenarios_and_contexts/examples/01_rollfwd_shock/04_yield_curves_with_rollfwd.ipynb](02_pricing_and_risk/01_scenarios_and_contexts/examples/01_rollfwd_shock/04_yield_curves_with_rollfwd.ipynb) cell 3\n",
    "                    [02_pricing_and_risk/01_scenarios_and_contexts/examples/01_rollfwd_shock/05_rollfwd_swap_fwd_rates.ipynb](02_pricing_and_risk/01_scenarios_and_contexts/examples/01_rollfwd_shock/05_rollfwd_swap_fwd_rates.ipynb) cell 2\n",
    "- **Contexts - Historical Pricing Context** - \n",
    "                                        [02_pricing_and_risk/00_instruments_and_measures/examples/04_credit/02_cdindex_option_xover_payer_spread.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/04_credit/02_cdindex_option_xover_payer_spread.ipynb) cell 5\n",
    "- **Contexts - HistoricalPricingContext** - \n",
    "                                      [02_pricing_and_risk/00_instruments_and_measures/examples/03_eq/04_calc_eq_option_price_and_risk_historically.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/03_eq/04_calc_eq_option_price_and_risk_historically.ipynb) cell 3\n",
    "- **Contexts - Market Data Based Shock Scenario** - \n",
    "                                              [02_pricing_and_risk/00_instruments_and_measures/examples/03_eq/05_calc_eq_option_portfolio_greeks.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/03_eq/05_calc_eq_option_portfolio_greeks.ipynb) cell 2\n",
    "- **Contexts - PricingContext** - \n",
    "                            [02_pricing_and_risk/00_instruments_and_measures/examples/03_eq/03_calc_eq_option_price_and_risk_in_pricing_context.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/03_eq/03_calc_eq_option_price_and_risk_in_pricing_context.ipynb) cell 3\n",
    "- **Contexts - RollFwd** - \n",
    "                     [02_pricing_and_risk/01_scenarios_and_contexts/examples/01_rollfwd_shock/01_rollfwd_for_trade.ipynb](02_pricing_and_risk/01_scenarios_and_contexts/examples/01_rollfwd_shock/01_rollfwd_for_trade.ipynb) cell 3\n",
    "- **Enums - BusinessDayConvention** - \n",
    "                                [02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/02_swap_trade_construction.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/02_swap_trade_construction.ipynb) cell 16\n",
    "- **Enums - Currency** - \n",
    "                   [02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/02_swap_trade_construction.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/02_swap_trade_construction.ipynb) cell 7\n",
    "- **Enums - DayCountFraction** - \n",
    "                           [02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/02_swap_trade_construction.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/02_swap_trade_construction.ipynb) cell 15\n",
    "- **Enums - Knock In / Knock Out** - \n",
    "                               [02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/07_fx_knockout_trade_construction.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/07_fx_knockout_trade_construction.ipynb) cell 4\n",
    "- **Enums - OptionSettlementMethod** - \n",
    "                                 [02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/07_fx_knockout_trade_construction.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/07_fx_knockout_trade_construction.ipynb) cell 12\n",
    "- **Enums - PayReceive** - \n",
    "                     [02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/02_swap_trade_construction.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/02_swap_trade_construction.ipynb) cell 5\n",
    "                     [02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/09_swaption_trade_construction.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/09_swaption_trade_construction.ipynb) cell 4\n",
    "                     [02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/09_swaption_trade_construction.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/09_swaption_trade_construction.ipynb) cell 9\n",
    "- **Enums - SwapClearingHouse** - \n",
    "                            [02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/02_swap_trade_construction.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/02_swap_trade_construction.ipynb) cell 19\n",
    "- **Enums - UnderlyierType** - \n",
    "                         [02_pricing_and_risk/00_instruments_and_measures/examples/03_eq/01_calc_eq_option_price.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/03_eq/01_calc_eq_option_price.ipynb) cell 5\n",
    "- **Enums - Upper barrier / Lower barrier** - \n",
    "                                        [02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/07_fx_knockout_trade_construction.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/07_fx_knockout_trade_construction.ipynb) cell 5\n",
    "- **Instrument - CDIndex** - \n",
    "                       [02_pricing_and_risk/00_instruments_and_measures/examples/04_credit/04_cdindex_price.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/04_credit/04_cdindex_price.ipynb)\n",
    "- **Instrument - CDIndexOption** - \n",
    "                             [02_pricing_and_risk/00_instruments_and_measures/examples/04_credit/01_cdindex_option_price.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/04_credit/01_cdindex_option_price.ipynb)\n",
    "- **Instrument - Cloning** - \n",
    "                       [02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/17_calc_xccy_swap_cashflows.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/17_calc_xccy_swap_cashflows.ipynb) cell 8\n",
    "- **Instrument - Credit Index Rolling** - \n",
    "                                    [02_pricing_and_risk/00_instruments_and_measures/examples/04_credit/05_cdindex_roll_price.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/04_credit/05_cdindex_roll_price.ipynb)\n",
    "- **Instrument - Credit Payer Spread** - \n",
    "                                   [02_pricing_and_risk/00_instruments_and_measures/examples/04_credit/02_cdindex_option_xover_payer_spread.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/04_credit/02_cdindex_option_xover_payer_spread.ipynb)\n",
    "- **Instrument - EqOption** - \n",
    "                        [02_pricing_and_risk/00_instruments_and_measures/examples/03_eq/01_calc_eq_option_price.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/03_eq/01_calc_eq_option_price.ipynb)\n",
    "- **Instrument - FRA** - \n",
    "                   [02_pricing_and_risk/01_scenarios_and_contexts/examples/01_rollfwd_shock/04_yield_curves_with_rollfwd.ipynb](02_pricing_and_risk/01_scenarios_and_contexts/examples/01_rollfwd_shock/04_yield_curves_with_rollfwd.ipynb) cell 2\n",
    "- **Instrument - FX DNT** - \n",
    "                      [02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/08_fx_double_touch_trade_construction.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/08_fx_double_touch_trade_construction.ipynb)\n",
    "- **Instrument - FXBinary** - \n",
    "                        [02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/04_fx_binary_trade_construction.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/04_fx_binary_trade_construction.ipynb)\n",
    "- **Instrument - FXDoubleOneTouch** - \n",
    "                                [02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/08_fx_double_touch_trade_construction.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/08_fx_double_touch_trade_construction.ipynb)\n",
    "- **Instrument - FXForward** - \n",
    "                         [02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/01_fx_fwd_trade_construction.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/01_fx_fwd_trade_construction.ipynb)\n",
    "- **Instrument - FXKnockout** - \n",
    "                          [02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/07_fx_knockout_trade_construction.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/07_fx_knockout_trade_construction.ipynb)\n",
    "- **Instrument - FXVolatilitySwap** - \n",
    "                                [02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/03_fx_vol_swap_trade_construction.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/03_fx_vol_swap_trade_construction.ipynb)\n",
    "- **Instrument - IRAssetSwapFxdFlt** - \n",
    "                                 [02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/21_asset_swap_definition.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/21_asset_swap_definition.ipynb) cell 2\n",
    "                                 [02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/22_cap_floor.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/22_cap_floor.ipynb) cell 2\n",
    "- **Instrument - IRCMSSpreadOption** - \n",
    "                                 [02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/15_spread_option_grid_pricing.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/15_spread_option_grid_pricing.ipynb) cell 2\n",
    "- **Instrument - IRFixedLeg** - \n",
    "                          [02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/20_fix_float_legs_price.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/20_fix_float_legs_price.ipynb) cell 2\n",
    "- **Instrument - IRFloatLeg** - \n",
    "                          [02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/20_fix_float_legs_price.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/20_fix_float_legs_price.ipynb) cell 2\n",
    "- **Instrument - Rates Midcurve Swaption** - \n",
    "                                       [02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/11_midcurve_swaption_price.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/11_midcurve_swaption_price.ipynb)\n",
    "- **Instrument - Resolve** - \n",
    "                       [02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/06_calc_swap_price_historically.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/06_calc_swap_price_historically.ipynb) cell 2\n",
    "- **Instrument - Solving - DNT strikes** - \n",
    "                                     [02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/08_fx_double_touch_trade_construction.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/08_fx_double_touch_trade_construction.ipynb) cell 11\n",
    "- **Instrument - Solving - EqOption strike solving** - \n",
    "                                                 [02_pricing_and_risk/00_instruments_and_measures/examples/03_eq/01_calc_eq_option_price.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/03_eq/01_calc_eq_option_price.ipynb) cell 6\n",
    "- **Instrument - Solving - FX Binary strike solving** - \n",
    "                                                  [02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/04_fx_binary_trade_construction.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/04_fx_binary_trade_construction.ipynb) cell 5\n",
    "- **Instrument - Solving - Size one trade by the risk of another trade** - \n",
    "                                                                     [02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/19_solve_delta.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/19_solve_delta.ipynb) cell 3\n",
    "                                                                     [02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/23_solve_vanna_&_volga.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/23_solve_vanna_&_volga.ipynb) cell 3\n",
    "- **Instrument - Solving - Solving FXVolSwap strike vol** - \n",
    "                                                      [02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/03_fx_vol_swap_trade_construction.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/03_fx_vol_swap_trade_construction.ipynb) cell 10\n",
    "- **Instrument - Solving across multiple instruments** - \n",
    "                                                   [02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/18_solve_present_value.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/18_solve_present_value.ipynb) cell 3\n",
    "- **Instrument - XCcy Swap** - \n",
    "                         [02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/13_calc_xccy_swap_price.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/13_calc_xccy_swap_price.ipynb)\n",
    "- **Instrument - XccySwap** - \n",
    "                        [02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/17_calc_xccy_swap_cashflows.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/17_calc_xccy_swap_cashflows.ipynb) cell 2\n",
    "- **Instrument - create from dictionary** - \n",
    "                                      [02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/02_swap_trade_construction.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/02_swap_trade_construction.ipynb) cell 23\n",
    "- **Instrument Properties** - \n",
    "                        [02_pricing_and_risk/00_instruments_and_measures/examples/00_instrument_basics/01_view-trade-properties.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/00_instrument_basics/01_view-trade-properties.ipynb) cell 2\n",
    "                        [02_pricing_and_risk/00_instruments_and_measures/examples/00_instrument_basics/01_view-trade-properties.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/00_instrument_basics/01_view-trade-properties.ipynb) cell 4\n",
    "                        [02_pricing_and_risk/00_instruments_and_measures/examples/00_instrument_basics/02_get-a-property.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/00_instrument_basics/02_get-a-property.ipynb) cell 3\n",
    "                        [02_pricing_and_risk/00_instruments_and_measures/examples/00_instrument_basics/02_get-a-property.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/00_instrument_basics/02_get-a-property.ipynb) cell 4\n",
    "                        [02_pricing_and_risk/00_instruments_and_measures/examples/00_instrument_basics/03_set-a-property.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/00_instrument_basics/03_set-a-property.ipynb) cell 3\n",
    "                        [02_pricing_and_risk/00_instruments_and_measures/examples/00_instrument_basics/04_enum-property.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/00_instrument_basics/04_enum-property.ipynb) cell 3\n",
    "                        [02_pricing_and_risk/00_instruments_and_measures/examples/00_instrument_basics/04_enum-property.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/00_instrument_basics/04_enum-property.ipynb) cell 5\n",
    "- **Instrument Properties - Credit Index Families** - \n",
    "                                                [02_pricing_and_risk/00_instruments_and_measures/examples/04_credit/04_cdindex_price.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/04_credit/04_cdindex_price.ipynb) cell 2\n",
    "- **Instrument Properties - FX Option Premium** - \n",
    "                                            [02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/08_fx_double_touch_trade_construction.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/08_fx_double_touch_trade_construction.ipynb) cell 13\n",
    "- **Instrument Properties - Fixing Frequency** - \n",
    "                                           [02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/03_fx_vol_swap_trade_construction.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/03_fx_vol_swap_trade_construction.ipynb) cell 6\n",
    "- **Instrument Properties - Fixing Source** - \n",
    "                                        [02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/03_fx_vol_swap_trade_construction.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/03_fx_vol_swap_trade_construction.ipynb) cell 8\n",
    "- **Instrument Properties - Solving - IRSwaption strike** - \n",
    "                                                      [02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/09_swaption_trade_construction.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/09_swaption_trade_construction.ipynb) cell 6\n",
    "- **Instrument Properties - credit underlying index** - \n",
    "                                                  [02_pricing_and_risk/00_instruments_and_measures/examples/04_credit/01_cdindex_option_price.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/04_credit/01_cdindex_option_price.ipynb) cell 3\n",
    "- **Instrument Solving - FXKO Strike Solving** - \n",
    "                                           [02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/07_fx_knockout_trade_construction.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/07_fx_knockout_trade_construction.ipynb) cell 11\n",
    "- **Market Data - Overwriting** - \n",
    "                            [02_pricing_and_risk/00_instruments_and_measures/examples/00_instrument_basics/06_market-data.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/00_instrument_basics/06_market-data.ipynb) cell 11\n",
    "                            [02_pricing_and_risk/00_instruments_and_measures/examples/00_instrument_basics/06_market-data.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/00_instrument_basics/06_market-data.ipynb) cell 13\n",
    "- **Market Data - Retrieval** - \n",
    "                          [02_pricing_and_risk/00_instruments_and_measures/examples/00_instrument_basics/06_market-data.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/00_instrument_basics/06_market-data.ipynb) cell 4\n",
    "                          [02_pricing_and_risk/00_instruments_and_measures/examples/00_instrument_basics/06_market-data.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/00_instrument_basics/06_market-data.ipynb) cell 6\n",
    "                          [02_pricing_and_risk/00_instruments_and_measures/examples/00_instrument_basics/06_market-data.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/00_instrument_basics/06_market-data.ipynb) cell 8\n",
    "- **Market Data - Yield Curve** - \n",
    "                            [02_pricing_and_risk/01_scenarios_and_contexts/examples/01_rollfwd_shock/04_yield_curves_with_rollfwd.ipynb](02_pricing_and_risk/01_scenarios_and_contexts/examples/01_rollfwd_shock/04_yield_curves_with_rollfwd.ipynb)\n",
    "- **Market Data - location** - \n",
    "                         [02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/05_calc_swap_price_in_pricing_context.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/05_calc_swap_price_in_pricing_context.ipynb) cell 3\n",
    "- **Metrics** - \n",
    "          [02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/04_calc_swap_risk_measures.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/04_calc_swap_risk_measures.ipynb) cell 3\n",
    "          [02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/07_calc_swap_risks_in_pricing_context.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/07_calc_swap_risks_in_pricing_context.ipynb) cell 3\n",
    "- **Metrics - Black-Scholes Delta** - \n",
    "                                [02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/09_fx_delta_measures.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/09_fx_delta_measures.ipynb) cell 6\n",
    "- **Metrics - Cashflows** - \n",
    "                      [02_pricing_and_risk/01_scenarios_and_contexts/examples/01_rollfwd_shock/03_rollfwd-showing-lifecycling-effects-on-swaps-and-swaptions.ipynb](02_pricing_and_risk/01_scenarios_and_contexts/examples/01_rollfwd_shock/03_rollfwd-showing-lifecycling-effects-on-swaps-and-swaptions.ipynb) cell 2\n",
    "- **Metrics - Credit Greeks** - \n",
    "                          [02_pricing_and_risk/00_instruments_and_measures/examples/04_credit/03_cdindex_option_risks.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/04_credit/03_cdindex_option_risks.ipynb) cell 3\n",
    "- **Metrics - Credit metrics** - \n",
    "                           [02_pricing_and_risk/00_instruments_and_measures/examples/04_credit/01_cdindex_option_price.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/04_credit/01_cdindex_option_price.ipynb) cell 7\n",
    "- **Metrics - Delta as Notional of fwd** - \n",
    "                                     [02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/09_fx_delta_measures.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/09_fx_delta_measures.ipynb) cell 10\n",
    "- **Metrics - Equity Greeks** - \n",
    "                          [02_pricing_and_risk/00_instruments_and_measures/examples/03_eq/05_calc_eq_option_portfolio_greeks.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/03_eq/05_calc_eq_option_portfolio_greeks.ipynb) cell 6\n",
    "- **Metrics - Equity Risks** - \n",
    "                         [02_pricing_and_risk/00_instruments_and_measures/examples/03_eq/02_calc_eq_option_risk_measures.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/03_eq/02_calc_eq_option_risk_measures.ipynb) cell 4\n",
    "- **Metrics - FX Delta Measures** - \n",
    "                              [02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/09_fx_delta_measures.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/09_fx_delta_measures.ipynb)\n",
    "- **Metrics - FXAnnualImpliedVol, Metrics - FXAnnualATMImpliedVol** - \n",
    "                                                                [02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/05_calc_option_measures.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/05_calc_option_measures.ipynb) cell 2\n",
    "- **Metrics - FXDelta** - \n",
    "                    [02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/09_fx_delta_measures.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/09_fx_delta_measures.ipynb) cell 8\n",
    "- **Metrics - FXFwd** - \n",
    "                  [02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/04_fx_binary_trade_construction.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/04_fx_binary_trade_construction.ipynb) cell 7\n",
    "- **Metrics - FXSpot** - \n",
    "                   [02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/04_fx_binary_trade_construction.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/04_fx_binary_trade_construction.ipynb) cell 5\n",
    "- **Metrics - FairVolStrike** - \n",
    "                          [02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/03_fx_vol_swap_trade_construction.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/03_fx_vol_swap_trade_construction.ipynb) cell 15\n",
    "- **Metrics - Price** - \n",
    "                  [02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/03_calc_swap_price.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/03_calc_swap_price.ipynb) cell 3\n",
    "- **Metrics - XCcy** - \n",
    "                 [02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/14_calc_xccy_swap_risk_measures.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/14_calc_xccy_swap_risk_measures.ipynb) cell 3\n",
    "- **Metrics - aggregation level** - \n",
    "                              [02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/07_calc_swap_risks_in_pricing_context.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/07_calc_swap_risks_in_pricing_context.ipynb) cell 3\n",
    "- **Metrics - aggregation_level** - \n",
    "                              [02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/08_calc_swap_risk_historically.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/08_calc_swap_risk_historically.ipynb) cell 3\n",
    "- **Metrics - parameterized currency** - \n",
    "                                   [02_pricing_and_risk/00_instruments_and_measures/examples/03_eq/02_calc_eq_option_risk_measures.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/03_eq/02_calc_eq_option_risk_measures.ipynb) cell 6\n",
    "- **Portfolio - Nested Portfolios** - \n",
    "                                [02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/15_spread_option_grid_pricing.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/15_spread_option_grid_pricing.ipynb) cell 2\n",
    "- **Portfolios** - \n",
    "             [02_pricing_and_risk/00_instruments_and_measures/examples/03_eq/05_calc_eq_option_portfolio_greeks.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/03_eq/05_calc_eq_option_portfolio_greeks.ipynb) cell 4\n",
    "- **Properties - Solving - Swap fixed rate** - \n",
    "                                         [02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/02_swap_trade_construction.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/02_swap_trade_construction.ipynb) cell 9\n",
    "- **Properties - floating_rate_option** - \n",
    "                                    [02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/02_swap_trade_construction.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/02_swap_trade_construction.ipynb) cell 11\n",
    "- **Results** - \n",
    "          [02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/04_calc_swap_risk_measures.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/04_calc_swap_risk_measures.ipynb) cell 4\n",
    "          [02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/04_calc_swap_risk_measures.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/04_calc_swap_risk_measures.ipynb) cell 5\n",
    "- **Results - Multiple Measures** - \n",
    "                              [02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/05_calc_option_measures.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/02_fx/05_calc_option_measures.ipynb) cell 2\n",
    "- **Results - Retrieve Specific Measure** - \n",
    "                                      [02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/07_calc_swap_risks_in_pricing_context.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/07_calc_swap_risks_in_pricing_context.ipynb) cell 5\n",
    "- **Results - aggregating** - \n",
    "                        [02_pricing_and_risk/00_instruments_and_measures/examples/04_credit/05_cdindex_roll_price.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/04_credit/05_cdindex_roll_price.ipynb) cell 8\n",
    "- **Results - historical results** - \n",
    "                               [02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/08_calc_swap_risk_historically.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/01_rates/08_calc_swap_risk_historically.ipynb) cell 5\n",
    "- **Results - slice multi risk results** - \n",
    "                                     [02_pricing_and_risk/00_instruments_and_measures/examples/03_eq/02_calc_eq_option_risk_measures.ipynb](02_pricing_and_risk/00_instruments_and_measures/examples/03_eq/02_calc_eq_option_risk_measures.ipynb) cell 5\n"
   ]
  }
 ],
 "metadata": {},
 "nbformat": 4,
 "nbformat_minor": 5
}
